quadmeanvariance.mata

来自「是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到」· MATA 代码 · 共 18 行

*! version 1.0.0  15oct2004
version 9.0
mata:

real matrix quadmeanvariance(real matrix X, real colvector w)
{
	real rowvector	CP
	real rowvector	means
	real scalar	n 

	CP = quadcross(w,0, X,1)
	n  = cols(CP)
	means = CP[|1\n-1|] :/ CP[n]
	return(means \ quadcrossdev(X,0,means, w, X,0,means) :/ (CP[n]-1))
}

end